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ARCH: Selected Readings - Advanced Texts in Econometrics Engle
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ARCH: Selected Readings - Advanced Texts in Econometrics
Engle
In the early 1980s, R. F. Engle pioneered the econometric technique of auto-regressive conditional heteroskedasticity (ARCH). This collection of essays explores both applied and theoretical ARCH models. Its introduction traces the development of this field of econometrics.
422 pages, line figures, tables
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 1995. gada 28. decembris |
| ISBN13 | 9780198774327 |
| Izdevēji | Oxford University Press |
| Lapas | 422 |
| Izmēri | 160 × 238 × 24 mm · 635 g |
| Valoda | Angļu |
| Redaktors | Engle |
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